Displaying similar documents to “A representation of infinitely divisible signed random measures.”

Optimal transportation for multifractal random measures and applications

Rémi Rhodes, Vincent Vargas (2013)

Annales de l'I.H.P. Probabilités et statistiques

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In this paper, we study optimal transportation problems for multifractal random measures. Since these measures are much less regular than optimal transportation theory requires, we introduce a new notion of transportation which is intuitively some kind of multistep transportation. Applications are given for construction of multifractal random changes of times and to the existence of random metrics, the volume forms of which coincide with the multifractal random measures.

Bilinear random integrals

Jan Rosiński

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CONTENTSI. Introduction.....................................................................................................................................................................5II. Preliminaries...................................................................................................................................................................7  1. Infinitely divisible probability measures on Banach spaces..........................................................................................7  2....

Mean quadratic convergence of signed random measures

Pierre Jacob, Paulo Eduardo Oliveira (1991)

Commentationes Mathematicae Universitatis Carolinae

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We consider signed Radon random measures on a separable, complete and locally compact metric space and study mean quadratic convergence with respect to vague topology on the space of measures. We prove sufficient conditions in order to obtain mean quadratic convergence. These results are based on some identification properties of signed Radon measures on the product space, also proved in this paper.

A note on correlation coefficient between random events

Czesław Stępniak (2015)

Discussiones Mathematicae Probability and Statistics

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Correlation coefficient is a well known measure of (linear) dependence between random variables. In his textbook published in 1980 L.T. Kubik introduced an analogue of such measure for random events A and B and studied its basic properties. We reveal that this measure reduces to the usual correlation coefficient between the indicator functions of A and B. In consequence the resuts by Kubik are obtained and strenghted directly. This is essential because the textbook is recommended by...